+554.0%
XYZ vs IEF
+11.4%
+542.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +12.1% | +0.1% | +12.0% | +12.1% |
| 30D | +12.4% | +3.1% | +9.3% | +12.2% |
| 3M | +8.2% | -0.5% | +8.7% | +8.2% |
| 6M | +20.7% | -1.6% | +22.3% | +20.6% |
| YTD | +31.3% | -1.6% | +32.9% | +31.3% |
| 1Y | +20.5% | -1.5% | +22.0% | +20.5% |
| 3Y | +72.6% | +12.4% | +60.2% | +75.6% |
| 5Y | -64.0% | -7.5% | -56.5% | -71.2% |
| 10Y | +601.8% | +5.2% | +596.6% | +627.3% |
| All | +554.0% | +11.4% | +542.6% | +639.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling